+145.8%
GOOG vs NVO
-51.9%
+197.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +1.7% |
| 7D | 0.0% | -7.6% | +7.6% | +0.8% |
| 30D | -2.0% | -6.0% | +4.0% | -1.4% |
| 3M | -5.9% | -0.8% | -5.1% | -6.2% |
| 6M | +8.9% | +16.5% | -7.6% | +6.6% |
| YTD | +7.1% | -11.1% | +18.2% | +7.1% |
| 1Y | +39.7% | -16.7% | +56.4% | +40.3% |
| 3Y | +145.8% | -52.9% | +198.8% | +157.6% |
| All | +145.8% | -51.9% | +197.8% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling